Date/Time: Thu, 17 Jan 2019 12:12:22 +0000
Post From: Iceberg order study
|User730867 - Posts: 6|
+1, maybe add a column on the DOM in order to display iceberg size could be an option. Say someone reloaded 200 contracts on the bid, then is would show somewhere (i.e. a column in the DOM) "+200" meaning that someone reloaded 200 contracts. Maybe you could get inspired by this video
look at the column +/- on the right.
If you feel inspired, adding a "large lot tracker" would also be a great addition. This shows how much of a current depth is made of one market participant (essentially this is tracking large players on the bid/ask), obivously this is only an estimation. Look at the white line in the DOM of the preivous video.
Date Time Of Last Edit: 2017-07-09 11:53:01